mezzanine securitisation position
Defined in Article 242, Capital Requirements Regulation (CRR)
Definitions over time (1)
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01/01/2019 – today applies on 12/11/2026 Article 242, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 5
For the purposes of this Chapter, the following definitions apply:
‘mezzanine securitisation position’ means a position in the securitisation which is subordinated to the senior securitisation position and more senior than the first loss tranche, and which is subject to a risk weight lower than 1 250 % and higher than 25 % in accordance with Subsections 2 and 3 of Section 3;